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Assignment 8 Richardson's Extrapolation

This document contains 7 numerical analysis assignment problems involving Richardson extrapolation and finite difference methods to evaluate derivatives up to high orders of accuracy. The problems involve using finite difference formulas with various step sizes and orders to evaluate derivatives of different functions, including exponential, trigonometric, and combination functions, at given points in their domains.

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Abdelhafiez Salah Abdelrahman
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
97 views

Assignment 8 Richardson's Extrapolation

This document contains 7 numerical analysis assignment problems involving Richardson extrapolation and finite difference methods to evaluate derivatives up to high orders of accuracy. The problems involve using finite difference formulas with various step sizes and orders to evaluate derivatives of different functions, including exponential, trigonometric, and combination functions, at given points in their domains.

Uploaded by

Abdelhafiez Salah Abdelrahman
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Cairo University Faculty of Engineering

Main-Stream Spring 2023


MTH 2134 Numerical Analysis

Assignment 8
Richardson Extrapolation

1.
x 0.8 1 1.2 1.4 1.6 1.8 2 2.2 2.4
y 1.3 1.7 2.3 3.2 4.7 6.2 8.1 9.2 9.8
Using Richardson extrapolation method to evaluate y (1.6) with CD formula up to
O(h 6 ).

2. Use the finite difference formula


f ( xi+1 ) − 2 f ( xi ) + f ( xi−1 )
f ( x) = + O( h 2 )
h2
to evaluate f (1.5) with O(h8 ) using f ( x) = x 2e− x & hmin = 0.05.

3. Use the following finite difference formula and table to evaluate y(0.1) with O(h4).
4 f ( xi+1 ) − 3 f ( xi ) − f ( xi+2 )
f ( x) = + O( h 2 )
2h

x 0.1 0.2 0.3 0.4 0.5


y 0.111 0.244 0.405 0.597 0.824

4. Use the finite difference formula


f ( xi+1 ) − 2 f ( xi ) + f ( xi−1 )
f ( x) = + O( h 2 )
h2
to evaluate f (1.6) with O(h 4 ) using the following table
x 1.2 1.4 1.6 1.8 2
f(x) 2.572 5.798 -34.233 -4.286 -2.185

5. Use the following finite difference formula to evaluate y (1) up to O(h 6 ) for
y( x) = cos(x 2 )e − x with hmax= 0.2
f ( xi+1 ) − 2 f ( xi ) + f ( xi−1 )
f ( x) = + O( h 2 )
h2

𝒚𝒊+𝟏 −𝟐𝒚𝒊 +𝒚𝒊−𝟏


6. Use 𝒚′′(𝒙𝒊 ) = + 𝑶(𝒉𝟐 ) , to evaluate 𝒚′′(𝟏) for 𝒚(𝒙) = 𝐜𝐨𝐬𝐡(𝒙𝟐 𝐜𝐨𝐬 𝒙)
𝒉𝟐

up to 𝑶(𝒉𝟔 ) with 𝒉𝒎𝒊𝒏 = 𝟎. 𝟎𝟓.


7. Use the third derivative finite difference formula:
−𝟎.𝟓𝒚(𝒙−𝟐 )+𝒚(𝒙−𝟏 )−𝒚(𝒙+𝟏 )+𝟎.𝟓𝒚(𝒙+𝟐 )
𝒚′′′ (𝒙𝟎 ) = + 𝑶(𝒉𝟐 ) to evaluate 𝒚′′′ (𝟐) for
𝒉𝟑

𝒚(𝒙) = 𝒙𝒆𝒙 up to 𝑶(𝒉𝟔 ), with 𝒉𝒎𝒊𝒏 = 𝟎. 𝟏. Find the percentage of true error.

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